+137.3%
WMT vs PCAR
+36.1%
+101.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +12.9% | -2.1% | +15.0% | +13.1% |
| 3M | +12.6% | -20.4% | +33.0% | +15.3% |
| 6M | -3.4% | -7.0% | +3.5% | -3.1% |
| YTD | +13.5% | -2.6% | +16.2% | +13.2% |
| 1Y | +23.5% | +9.8% | +13.7% | +21.4% |
| 3Y | +137.3% | +37.3% | +100.1% | +130.9% |
| All | +137.3% | +36.1% | +101.3% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling